-43.6%
SWKS vs NTR
+23.5%
-67.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -6.2% | +3.0% | -9.1% | -6.9% |
| 30D | -1.5% | +2.2% | -3.6% | -2.1% |
| 3M | +23.0% | +7.9% | +15.1% | +20.6% |
| 6M | +27.6% | -1.5% | +29.1% | +27.6% |
| YTD | +32.3% | +18.6% | +13.7% | +25.3% |
| 1Y | +20.1% | +31.7% | -11.6% | +10.5% |
| 3Y | +0.6% | +46.4% | -45.8% | -11.3% |
| All | -43.6% | +23.5% | -67.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling